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Netlab Reference Manual demard
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<H1> demard
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Purpose
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Automatic relevance determination using the MLP.

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Synopsis
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demmlp1</PRE>


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Description
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This script demonstrates the technique of automatic relevance
determination (ARD) using a synthetic problem having three input
variables: <CODE>x1</CODE> is sampled uniformly from the range (0,1) and has
a low level of added Gaussian noise, <CODE>x2</CODE> is a copy of <CODE>x1</CODE>
with a higher level of added noise, and <CODE>x3</CODE> is sampled randomly
from a Gaussian distribution. The single target variable is determined
by <CODE>sin(2*pi*x1)</CODE> with additive Gaussian noise. Thus <CODE>x1</CODE> is
very relevant for determining the target value, <CODE>x2</CODE> is of some
relevance, while <CODE>x3</CODE> is irrelevant. The prior over weights is
given by the ARD Gaussian prior with a separate hyper-parameter for
the group of weights associated with each input. A multi-layer
perceptron is trained on this data, with re-estimation of the
hyper-parameters using <CODE>evidence</CODE>. The final values for the
hyper-parameters reflect the relative importance of the three inputs.

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See Also
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<CODE><a href="demmlp1.htm">demmlp1</a></CODE>, <CODE><a href="demev1.htm">demev1</a></CODE>, <CODE><a href="mlp.htm">mlp</a></CODE>, <CODE><a href="evidence.htm">evidence</a></CODE><hr>
<b>Pages:</b>
<a href="index.htm">Index</a>
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<p>Copyright (c) Ian T Nabney (1996-9)


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